Remember to change permissions on any script files using chmod (chmod +x script_name) to permit execution.
Scripts with .wanup may be run several times when the router boots. ( see http://www.dd-wrt.com/phpBB2/viewtopic.php?p=433984 ). People using WinSCP to transfer files to their router can right click on the filename after uploading and select "Properties" to change permissions.

[edit]Execute Scripts with a Different Extension or in a Different Folder

If you want to execute scripts with a different extension or those that are located in an other folder you can create this script

for I in `/bin/ls /jffs/etc/config/*.myextension`;do
sh $I &
done

Of course you need to change the path (/jffs/etc/config) and the extension itself to match your desire.

The command sh /jffs/etc/config/*.myextension will execute every script ending in .myextension found in the /jffs/etc/config directory. By setting this as the rc_startup value, your *.myextension scripts will load every time the router boots.